Date range from 2018-05-02 to 2023-04-28

Risk free rate: 0.05

My current portfolio

AAPL AMD AMZN GOOGL META NVDA PYPL TSLA Return Risk SharpeRatio
0 0 0.42 0.02 0.09 0.12 0.04 0.31 0.13 0.39 0.22

Minimum Variance Portfolio Weights

AAPL AMD AMZN GOOGL META NVDA PYPL TSLA Return Risk SharpeRatio
0.29 0 0.08 0.37 0.07 0.02 0.11 0.05 0.14 0.3 0.28

Tangency Portfolio Weights

AAPL AMD AMZN GOOGL META NVDA PYPL TSLA Return Risk SharpeRatio
0.31 0.3 0.02 0.05 0.01 0.02 0.02 0.26 0.3 0.39 0.63

Portfolio Sharpie ratio fit

AMD TSLA NVDA META AMZN GOOGL PYPL AAPL Return Risk SharpeRatio
0.36 0.08 0.08 0.01 0.02 0.04 0.02 0.39 0.29 0.38 0.62

Portfolio Optimized Shaprie ratio fit (ROI method)

AAPL AMD AMZN GOOGL META NVDA PYPL TSLA Return Risk SharpeRatio
0.54 0.35 0 0 0 0 0 0.11 0.31 0.38 0.66

Total time: 17 seconds